Nonparametric density estimation : the L[1] view

Bibliographic Information

Nonparametric density estimation : the L[1] view

Luc Devroye, László Györfi

(Wiley series in probability and mathematical statistics, . Tracts on probability and statistics)

Wiley, c1985

Available at  / 51 libraries

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Note

[1] is subscript

Includes bibliographies and indexes

Description and Table of Contents

Description

This book gives a rigorous, systematic treatment of density estimates, their construction, use and analysis with full proofs. It develops L1 theory, rather than the classical L2, showing how L1 exposes fundamental properties of density estimates masked by L2. The book examines results in simulation, pattern recognition, detection theory, and minimax theory. An extensive bibliography includes references to the recent literature as well as the classical work of Parzen, Rozenblatt and others.

Table of Contents

  • Differentiation of Integrals
  • Consistency
  • Lower Bounds for Rates of Convergence
  • Rates of Convergence in L1
  • The Automatic Kernel Estimate: L1 and Pointwise Convergence
  • Estimates Related to the Kernel Estimate and the Histogram Estimate
  • Simulation, Inequalities, and Random Variate Generation
  • The Transformed Kernel Estimate
  • Applications in Discrimination
  • Operations on Density Estimates
  • Estimators Based on Orthogonal Series
  • Index.

by "Nielsen BookData"

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